Stochastic comparisons and multivariate dependence for the epoch times of trend renewal processes
- 주제(키워드) Trend renewal , Multivariate stochastic orders , Multivariate dependence , order statistics
- 주제(기타) Statistics & Probability
- 설명문(일반) [Badia, Francisco German; Sanguesa, Carmen] Univ Zaragoza, Dept Metodos Estadist, Zaragoza 50018, Spain; [Cha, Ji Hwan] EWHA Womans Univ, Dept Stat, Seoul 120750, South Korea
- 등재 SCIE, SCOPUS
- 발행기관 ELSEVIER INC
- 발행년도 2018
- URI http://www.dcollection.net/handler/ewha/000000156343
- 본문언어 영어
- Published As http://dx.doi.org/10.1016/j.jmva.2018.07.011
초록/요약
In this paper we study stochastic comparisons and dependence propefties for the epoch and inter-epoch times of trend renewal processes with different trend functions. These results extend some of the results on the non-homogeneous Poisson process in Belzunce et al. (2001, 2003) to trend renewal processes. Some applications of the results to a shock model, a repair process, and a specific class of intermediate order statistics are provided. (C) 2018 Elsevier Inc. All rights reserved.
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